+161.8%
PBF vs SFM
-47.5%
+209.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | +1.4% | -7.2% | +8.5% | +1.5% |
| 30D | +15.8% | -14.3% | +30.2% | +16.4% |
| 3M | +90.3% | -13.7% | +104.0% | +90.1% |
| 6M | +102.8% | -6.0% | +108.8% | +103.0% |
| YTD | +187.3% | -8.2% | +195.6% | +187.1% |
| 1Y | +161.8% | -46.2% | +208.1% | +122.5% |
| All | +161.8% | -47.5% | +209.4% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling